BIS Triennial Derivatives Survey

The 13th Triennial Survey of turnover in foreign exchange spot markets, as well as foreign exchange and interest rate OTC derivatives markets, will be conducted in April 2022. Data on the outstanding notional amounts and gross market values of foreign exchange, interest rate, equity, commodity, credit and other OTC derivatives contracts will be collected at end-June 2022. Please find reporting templates and reporting guidelines below. The reporting guidelines provide definitions and methodology for compiling the requested data. These documents as well as the frequently asked questions (FAQ) document have been provided by the Bank for International Settlements (BIS), and are also published on the BIS website. The reporting templates include embedded data quality checks as well as additional explanations and reporting instructions; with changes between the 2019 and 2022 surveys highlighted in orange. Please only use the versions of the reporting templates published on this website. The lists of reporting dealers that should be used to identify transactions with other reporting dealers are shared with participating institutions only.

Turnover in April 2022 (Reporting deadline no later than 15 June 2022)

Turnover Reporting Template | xls 318 KB Turnover Reporting Guidelines | pdf 615 KB

Amounts Outstanding at end June-2022 (Reporting deadline no later than 31 August 2022)

Outstanding Reporting Template | xls 230 KB Outstanding Reporting Guidelines | pdf 376 KB

Frequently Asked Questions

A FAQ document has also been provided by the BIS

Frequently Asked Questions | pdf 228 KB